aroon(TTR)
aroon()所属R语言包:TTR
Aroon
Aroon
译者:生物统计家园网 机器人LoveR
描述----------Description----------
The Aroon indicator attempts to identify starting trends. The indicator consists of up and down lines, which measure how long it has been since the highest high/lowest low has occurred in the last n periods. Developed by Tushar Chande in 1995.
Aroon指标,试图找出开始的趋势。的指标包括向上和向下的线,测量已经发生在过去n期间有多长,它高/低点以来的最高。于1995年开发的图莎尔缠得。
用法----------Usage----------
aroon(HL, n=20)
参数----------Arguments----------
参数:HL
Object that is coercible to xts or matrix and contains either a High-Low price series, or a Close price series.
XTS或矩阵转换成对象,它是含有高 - 低的价格序列,或收市价系列。
参数:n
Number of periods to use in the calculation.
在计算中使用的周期数。
Details
详细信息----------Details----------
Aroon up (down) is the elapsed time, expressed as a percentage, between today and the highest (lowest) price in the last n periods. If today's price is a new high (low) Aroon up (down) will be 100. Each subsequent period without another new high (low) causes Aroon up (down) to decrease by (1 / n) x 100.
Aroon上升(下降)所用的时间,以百分比表示,今天最高(最低)价格在过去n期间。如果今天的价格是一个新的高(低)Aroon升(降)100。每个后续期间没有再创新高(低)会导致Aroon上升(下降)减少(1 /n)×100。
值----------Value----------
A object of the same class as HL or a matrix (if try.xts fails) containing the columns:
的HL或包含列的矩阵(try.xts如果失败)具有相同类的一个对象:
参数: aroonUp
The Aroon up indicator.
的Aroon高达指标。
参数: aroonDn
The Aroon down indicator.
Aroon下降指标。
参数: oscillator
The Aroon oscillator (aroonUp - aroonDn).
Aroon振荡器(aroonUp - aroonDn)。
注意----------Note----------
If High-Low prices are given, the function calculates the max/min using the high/low prices. Otherwise the function calculates the max/min of the single series.
如果高进低出,该函数将计算使用的最大/最小高/低的价格。否则,函数计算的单系列最大/最小。
Up (down) trends are indicated when the aroonUp(Dn) is between 70 and 100. Strong trends are indicated when when the aroonUp(Dn) is above 70 while the aroonDn(Up) is below 30. Also, crossovers may be useful.
上升(下降)趋势时表示的aroonUp(DN)是介于70和100之间的。强烈的趋势时,当表示的aroonUp(DN)是70以上,而的aroonDn(上)低于30。此外,分频器可能是有用的。
(作者)----------Author(s)----------
Joshua Ulrich
参考文献----------References----------
http://www.fmlabs.com/reference/Aroon.htm<br> http://www.fmlabs.com/reference/AroonOscillator.htm<br> http://www.linnsoft.com/tour/techind/aroon.htm<br> http://stockcharts.com/education/IndicatorAnalysis/indic-Aroon.htm<br>
参见----------See Also----------
See CCI, ADX, TDI, VHF, GMMA for other indicators that measure trend direction/strength.
见CCI,ADX,TDI,VHF,GMMA其他指标,衡量趋势的方向/强度。
实例----------Examples----------
## Get Data and Indicator ##[###获取数据和指标]
data(ttrc)
trend <- aroon( ttrc[,c("High", "Low")], n=20 )
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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